✦ LIBER ✦
The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models
✍ Scribed by Dr. D. G. Bonett; P. M. Bentler; J. A. Woodward
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- English
- Weight
- 217 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
✦ Synopsis
The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which the maximum likelihood covariance matrix is equal to the covariance matrix of an equivalent closed-form weighted least squares estimator.